| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,388.5 |
1,366.2 |
-22.3 |
-1.6% |
1,439.9 |
| High |
1,394.7 |
1,401.0 |
6.3 |
0.5% |
1,447.1 |
| Low |
1,358.4 |
1,339.7 |
-18.7 |
-1.4% |
1,358.4 |
| Close |
1,368.2 |
1,387.7 |
19.5 |
1.4% |
1,368.2 |
| Range |
36.3 |
61.3 |
25.0 |
68.9% |
88.7 |
| ATR |
31.3 |
33.5 |
2.1 |
6.8% |
0.0 |
| Volume |
3,332 |
4,853 |
1,521 |
45.6% |
25,867 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.0 |
1,535.2 |
1,421.4 |
|
| R3 |
1,498.7 |
1,473.9 |
1,404.6 |
|
| R2 |
1,437.4 |
1,437.4 |
1,398.9 |
|
| R1 |
1,412.6 |
1,412.6 |
1,393.3 |
1,425.0 |
| PP |
1,376.1 |
1,376.1 |
1,376.1 |
1,382.4 |
| S1 |
1,351.3 |
1,351.3 |
1,382.1 |
1,363.7 |
| S2 |
1,314.8 |
1,314.8 |
1,376.5 |
|
| S3 |
1,253.5 |
1,290.0 |
1,370.8 |
|
| S4 |
1,192.2 |
1,228.7 |
1,354.0 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.3 |
1,601.5 |
1,417.0 |
|
| R3 |
1,568.6 |
1,512.8 |
1,392.6 |
|
| R2 |
1,479.9 |
1,479.9 |
1,384.5 |
|
| R1 |
1,424.1 |
1,424.1 |
1,376.3 |
1,407.7 |
| PP |
1,391.2 |
1,391.2 |
1,391.2 |
1,383.0 |
| S1 |
1,335.4 |
1,335.4 |
1,360.1 |
1,319.0 |
| S2 |
1,302.5 |
1,302.5 |
1,351.9 |
|
| S3 |
1,213.8 |
1,246.7 |
1,343.8 |
|
| S4 |
1,125.1 |
1,158.0 |
1,319.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,447.1 |
1,339.7 |
107.4 |
7.7% |
38.0 |
2.7% |
45% |
False |
True |
4,615 |
| 10 |
1,478.9 |
1,339.7 |
139.2 |
10.0% |
32.2 |
2.3% |
34% |
False |
True |
6,075 |
| 20 |
1,490.5 |
1,339.7 |
150.8 |
10.9% |
28.5 |
2.1% |
32% |
False |
True |
4,899 |
| 40 |
1,618.0 |
1,325.0 |
293.0 |
21.1% |
32.5 |
2.3% |
21% |
False |
False |
4,379 |
| 60 |
1,625.2 |
1,325.0 |
300.2 |
21.6% |
26.8 |
1.9% |
21% |
False |
False |
3,377 |
| 80 |
1,694.3 |
1,325.0 |
369.3 |
26.6% |
24.6 |
1.8% |
17% |
False |
False |
3,224 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
22.9 |
1.6% |
16% |
False |
False |
2,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,661.5 |
|
2.618 |
1,561.5 |
|
1.618 |
1,500.2 |
|
1.000 |
1,462.3 |
|
0.618 |
1,438.9 |
|
HIGH |
1,401.0 |
|
0.618 |
1,377.6 |
|
0.500 |
1,370.4 |
|
0.382 |
1,363.1 |
|
LOW |
1,339.7 |
|
0.618 |
1,301.8 |
|
1.000 |
1,278.4 |
|
1.618 |
1,240.5 |
|
2.618 |
1,179.2 |
|
4.250 |
1,079.2 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.9 |
1,381.9 |
| PP |
1,376.1 |
1,376.1 |
| S1 |
1,370.4 |
1,370.4 |
|